On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients

R. Z. Khasminskii () and N. V. Krylov ()
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R. Z. Khasminskii: Wayne State University
N. V. Krylov: University of Minnesota

Statistical Inference for Stochastic Processes, 2022, vol. 25, issue 1, No 2, 3-16

Abstract: Abstract We are considering the asymptotic behavior as $$t\rightarrow \infty $$ t → ∞ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion processes on the product of a unit circle and Euclidean space.

Keywords: Cauchy problem; Invariant measure; Time periodic coefficients; Diffusion processes; 35K10; 60J60 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s11203-021-09259-z

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